Browsing All of EconStor by Author Cassola, Nuno

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Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2000 A money demand system for euro area M3Brand, Claus; Cassola, Nuno
2001 A two-factor model of the German term structure of interest ratesBarros Luís, Jorge; Cassola, Nuno
2002 Monetary policy and the stock market in the euro areaCassola, Nuno; Morana, Claudio
2003 Volatility of interest rates in the euro area: evidence from high frequency dataCassola, Nuno; Morana, Claudio
2003 Optimal allotment policy in the Eurosystem's main refinancing operationsEwerhart, Christian; Cassola, Nuno; Ejerskov, Steen; Valla, Natacha
2004 Liquidity, information, and the overnight rateEwerhart, Christian; Cassola, Nuno; Ejerskov, Steen; Valla, Natacha
2004 Sporadic manipulation in money markets with central bank standing facilitiesEwerhart, Christian; Cassola, Nuno; Ejerskov, Steen; Valla, Natacha
2005 Equilibrium and inefficiency in fixed rate tendersEwerhart, Christian; Cassola, Nuno; Valla, Natacha
2006 Comovements in volatility in the euro money marketCassola, Nuno; Morana, Claudio
2006 Declining valuations and equilibrium bidding in central bank refinancing operationsEwerhart, Christian; Cassola, Nuno; Valla, Natacha
2007 Structural econometric approach to bidding in the main refinancing operations of the EurosystemCassola, Nuno; Ewerhart, Christian; Morana, Claudio
2008 The reserve fulfilment path of euro area commercial banks: empirical testing using panel dataCassola, Nuno
2008 Modelling short-term interest rate spreads in the euro money marketCassola, Nuno; Morana, Claudio
2010 The Euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent timesCassola, Nuno; Huetl, Michael
2011 The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term fundsCassola, Nuno; Hortacsu, Ali; Kastl, Jakub
2012 Euro money market spreads during the 2007-? financial crisisCassola, Nuno; Morana, Claudio
2016 The collateral channel of open market operationsCassola, Nuno; Koulischer, François